+2,252.5%
HD vs HBM
+613.3%
+1,639.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.0% |
| 7D | -2.1% | -6.4% | +4.3% | -1.3% |
| 30D | -8.4% | +5.9% | -14.3% | -9.1% |
| 3M | +4.3% | -8.9% | +13.3% | +4.7% |
| 6M | -11.1% | +10.7% | -21.8% | -13.3% |
| YTD | -4.7% | +38.3% | -42.9% | -9.9% |
| 1Y | -19.8% | +121.3% | -141.1% | -28.7% |
| 3Y | +4.1% | +450.6% | -446.5% | -19.1% |
| 5Y | +10.3% | +338.0% | -327.7% | -14.9% |
| 10Y | +203.2% | +578.6% | -375.4% | +97.4% |
| All | +2,252.5% | +613.3% | +1,639.1% | +1,128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling